+40.2%
AMC vs CBOE
+39.5%
+0.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.4% |
| 7D | +17.7% | +7.7% | +10.0% | +20.0% |
| 30D | +26.2% | +24.4% | +1.8% | +33.7% |
| 3M | +31.3% | +20.0% | +11.3% | +39.3% |
| 6M | +142.8% | +2.4% | +140.4% | +139.4% |
| YTD | +125.6% | +38.5% | +87.1% | +111.2% |
| 1Y | +40.2% | +39.0% | +1.3% | +33.4% |
| All | +40.2% | +39.5% | +0.7% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CBOE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling